Personally I've gotten some strange results when using ExRemSpan to exit, as per the guide.
For example, sometimes, the trading systems won't take the correct first trade. If I switch to using barssince or an applystop exit, then the correct first trade is entered at the right time. Also, if using a high bar number for an exit, then no exits occur, even though my database has more than enough bars. For example, on one-minute data that spans several years: Buy = ExRemSpan( Buy, 750 ); Sell = Ref( Buy, -750 ); I've seen other anomalies that currently escape my memory. But because of those problems, I've coded exits in other ways. Has anyone else had problems using ExRemSpan for exits? --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Ha ha. I'm getting a lot of milage out of this one. Twice in one day! > > Use ExRemSpan. > http://www.amibroker.com/guide/afl/afl_view.php?id=50 > > Mike > > --- In [email protected], "triangle702000" <jkra70@> wrote: > > > > I'm trying to fine tune an entry method only for now,so to exit the > > trade I'm just using cover=ref(c,5). I'm just trying to see if a > trade > > will be profitable five days after being initiated. First,I ran a > > backtest using cover=ref(c,1) which gave me the result after one > > day,but now when I try to change the assignment to 5 days or > whatever, > > it still closes the trade after one day. Can anyone tell me what I'm > > doing wrong? Thanks. -jim > > >
